+816.6%
GLD vs DLTR
+1,226.6%
-410.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | +4.4% | +2.1% | +2.3% | +4.4% |
| 3M | -1.1% | +20.3% | -21.4% | -1.0% |
| 6M | -13.8% | +11.5% | -25.3% | -13.7% |
| YTD | +2.6% | +6.8% | -4.2% | +2.6% |
| 1Y | +24.5% | +31.1% | -6.6% | +24.8% |
| 3Y | +125.8% | +10.7% | +115.2% | +126.0% |
| 5Y | +137.8% | +41.6% | +96.2% | +140.2% |
| 10Y | +221.4% | +58.1% | +163.3% | +227.9% |
| All | +816.6% | +1,226.6% | -410.0% | +912.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling